October in Figures
November 1, 2011
A revival of risk aversion drove equities and commodities higher and the dollar downward over the bulk of October. News of a Greek voter referendum on November 4 that will quite plausibly torpedo the October 26 EU agreement resulted in a significant trimming of these trends on the final trading day of the month and first day of November and caused ten-year sovereign bond yields to hit an air pocket. Short-term interest rates were generally steady last month.
| 10-Yr Yield | 09/30/11 | 10/31/11 | Chg vs End-Sep |
| U.S. | 1.92% | 2.11% | +19 Basis Points |
| Germany | 1.89% | 2.03% | +14 |
| Japan | 1.03% | 1.05% | +2 |
| U.K. | 2.43% | 2.44% | +1 |
| Canada | 2.15% | 2.28% | +13 |
| Switzerland | 0.96% | 1.05% | +9 |
| 3-month euros | Chg vs End-Sep | ||
| U.S. | 0.37% | 0.43% | +6 Basis Points |
| Euroland | 1.55% | 1.59% | +4 |
| Japan | 0.19% | .19 | 0 |
| U.K. | 0.95% | 0.99% | +4 |
| Canada | 1.20% | 1.28% | +8 |
| Swiss | 0.02% | 0.04% | +2 |
| FX | Pct Chg in USD | ||
| EUR/USD | 1.3386 | 1.3840 | -3.3% |
| USD/JPY | 77.13 | 78.15 | +1.3% |
| USD/CHF | 0.9083 | 0.8775 | -3.4% |
| GBP/USD | 1.5585 | 1.6081 | -3.1% |
| AUD/USD | 0.9663 | 1.0538 | -8.3% |
| NZD/USD | 0.7612 | 0.8085 | -5.9% |
| USD/CAD | 1.0500 | 0.9967 | -5.1% |
| USD/CNY | 6.3875 | 6.3547 | -0.5% |
| Equities | Pct Change | ||
| S&P 500 | 1131 | 1253 | +13.5% |
| Nasdaq | 2415 | 2684 | +11.1% |
| Djia | 10913 | 11955 | +9.5% |
| Dax | 5502 | 6141 | +11.6% |
| Nikkei | 8700 | 8988 | +3.3% |
| Ftse | 5128 | 5544 | +8.1% |
| Canada TSE | 11624 | 12252 | +5.4% |
| Swiss SMI | 5532 | 5731 | +3.6% |
| Commodities | Pct Change | ||
| Oil, $ per brl | 79.20 | 93.19 | +17.7% |
| Gold, $ per oz | 1620.40 | 1724.20 | +6.4% |
Copyright Larry Greenberg 2011. All rights reserved. No secondary distribution without express permission.
ShareThis
